Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 1 1 5 297 3 4 44 1,447
A complementary test for ADF test with an application to the exchange rates returns 0 0 3 223 4 9 41 1,209
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 1 1 5 30 1 2 18 83
Are Asian Real Exchange Rates Stationary? 0 0 5 402 0 3 36 986
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 1 191 0 1 12 556
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 1 6 21 884 6 16 70 2,438
Calendar anomalies in the Malaysian stock market 0 0 8 331 1 4 29 1,019
Day-of-the-week effects in selected East Asian stock markets 4 6 41 164 12 26 145 477
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 3 9 51 0 4 27 127
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 0 2 82 0 2 23 244
Early warning indicator of economic vulnerability 1 4 27 82 2 7 61 127
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 2 3 11 319
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 2 208 0 3 14 715
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 3 9 51 2,128 7 31 204 7,136
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 1 5 270 1 3 32 1,171
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 3 300 0 3 32 1,576
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 2 4 14 1,653 3 10 73 4,331
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 1 2 19 1,173 7 14 68 3,181
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 6 17 92 2,916 11 60 357 10,399
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 4 94 0 2 16 190
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 0 4 416 1 3 20 1,323
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 0 9 42 125 9 51 195 539
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 4 93 1 5 33 512
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 3 5 28 455 3 5 67 1,423
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 1 182 1 5 20 865
Income convergence: fresh evidence from the Nordic countries 0 0 2 42 0 1 18 129
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 1 3 88 2 7 20 245
International Diversification Benefits in ASEAN Stock Markets: a Revisit 1 3 7 568 1 8 27 2,138
Is Money Neutral In Stock Market? The Case of Malaysia 0 1 7 58 1 5 36 161
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 1 1 4 72 2 4 23 192
Linearity and stationarity of G7 government bond returns 0 1 1 14 0 4 18 67
Linearity and stationarity of South Asian real exchange rates 0 0 1 93 1 5 18 245
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 2 9 74 0 4 37 201
Macroeconomic Determinants of Direct Investment Abroad of Singapore 1 1 10 12 3 5 47 52
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 1 15 172 1 3 50 438
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 1 5 117 0 2 14 287
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 1 199 0 1 14 472
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 1 2 5 480 1 2 13 1,073
On Autoregressive Order Selection Criteria 0 0 11 592 2 5 39 1,629
On Singaporean Dollar and Purchasing Power Parity 0 0 4 236 2 6 37 1,520
On Singaporean Dollar and Purchasing Power Parity 0 0 2 93 0 3 22 531
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 1 1 162 0 8 46 1,561
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 266 3 12 41 1,837
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 1 4 46 1 6 26 153
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 1 5 6 1 4 26 30
Real interest rate parity: evidence from East Asian economies relative to China 0 0 3 175 2 4 34 548
Real interest rates equalization: The case of Malaysia and Singapore 0 0 7 202 2 4 31 993
Revisiting the Performance of MACD and RSI Oscillators 1 4 9 9 5 12 21 21
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 0 7 71 0 3 46 220
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 0 13 85 3 9 64 298
Testing for Non-Linearity in ASEAN Financial Markets 0 0 3 275 0 2 18 695
Testing nonlinear convergence in Malaysia,1965-2003 0 1 2 59 1 4 14 147
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 1 2 6 396 1 9 46 1,362
The Predictability of ASEAN-5 Exchange Rates 1 2 9 357 1 3 23 1,000
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 1 2 297 1 4 26 763
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 2 164 1 7 34 656
Time series modelling and forecasting of Sarawak black pepper price 0 1 11 148 3 10 67 713
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 3 12 218
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 2 6 33 1,578 10 31 154 7,357
Total Working Papers 32 102 601 19,956 126 476 2,810 70,345


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 0 1 5 60 2 6 37 184
Applied International Business Conference 2008 0 0 0 0 1 2 9 11
Are Asian real exchange rates stationary? 0 0 1 124 1 3 19 383
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 4 25 52 1 6 52 126
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 1 3 17 265
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 1 2 6 25 3 6 25 69
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 1 1 10 16 3 7 95 109
Day-of-the-week effects in Selected East Asian stock markets 1 3 6 10 2 6 28 38
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 2 7 30 1 5 17 64
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 2 3 2 5 27 34
Estimation of the Autoregressive Order in the Presence of Measurement Errors 1 1 5 5 2 3 16 18
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 3 5 1 4 25 31
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 4 217 1 5 24 684
Impact of foreign direct investment volatility on economic growth of asean-5 countries 2 6 38 231 6 13 121 527
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 3 3 0 2 18 19
Income convergence: fresh evidence from the Nordic countries 0 0 0 14 0 1 12 58
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 1 3 19 516
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 0 0 8 8
Is There Any International Diversification Benefits in ASEAN Stock Markets? 2 2 6 68 4 9 49 251
Is money neutral in stock market? The case of Malaysia 0 0 10 74 3 6 45 230
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 4 23 53 2 9 59 121
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 1 5 37 2 8 36 133
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 2 5 16 98
Linearity and stationarity of G7 government bond returns 0 1 3 35 1 5 24 117
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 2 9 19 2 5 26 83
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 1 6 48 598
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 0 2 52 1 3 18 126
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 3 4 17 231
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 3 16 1 6 27 70
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 5 6 1 3 22 29
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 1 2 17 313
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 1 84 1 5 19 281
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 2 7 19 26 3 13 51 79
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 1 29 3 4 11 120
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 2 4 22 310
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 1 1 1 31 2 4 15 106
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 0 12 96 1 4 40 236
Revisiting the Performance of MACD and RSI Oscillators 4 7 12 12 10 22 42 42
Statistical Inadequacy of GARCH Models for Asian Stock Markets 1 1 1 1 3 6 6 6
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 0 49 2 4 18 196
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 0 0 8 8 0 3 25 25
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 1 1 4 132 3 8 29 576
Time series test of nonlinear convergence and transitional dynamics 1 1 3 51 1 2 14 140
Which Lag Length Selection Criteria Should We Employ? 7 23 115 121 41 105 511 542
Total Journal Articles 25 71 358 1,806 124 335 1,776 8,203


Statistics updated 2014-09-02